Chicago Booth

Laszlo Korsos, PhD

Econometrics & Statistics

University of Chicago

Booth School of Business

email


Recent News


Academic Expertise & Research Areas

  • Bayesian Statistical & Econometric Methods
  • Statistical and Computational Machine Learning
  • Financial Econometrics

Professional Experience

  • Uber Technologies, Inc. (Starting April 2014)
    • Data Scientist/Statistician
  • The Goldman Sachs Group, Inc. (July 2013 - January 2014)
    • Quantitative Interest Rate Product Strat
  • Citadel LLC (March 2011 - August 2012)
    • Teaching Assistant Consultant for Bayesian Inference, Intermediate Econometrics, Portfolio Management & Factor Modeling, Investments, and Statistics for Business courses
  • Ketchum Trading LLC (June 2011 - October 2011)
    • Consultant in Statistical High Frequency Futures Trading
  • Nuveen Investments LLC (June 2009 - December 2010)
    • Summer Quantitiative Analyst and continuing Consultant role in Quantitative Investment Management
  • The Blackstone Group LP (June 2007 - August 2007)
    • Summer Analyst in Structured Products / Mergers & Acquisitions
  • Sage Capital LLC (June 2006 - August 2006)
    • Summer Analyst in Private Equity
  • The United States Navy (July 2003 - October 2005)
    • Midshipman 2/C at the US Naval Academy

Education

  • PhD in Econometrics & Statistics, University of Chicago Booth School of Business (August 2013)
  • MBA, University of Chicago Booth School of Business (June 2013)
  • MS in Computer Science, University of Chicago (June 2009)
  • BS in Mathematics and Finance, Washington University in St. Louis (May 2008)
  • Attended the United States Naval Academy in Annapolis, MD

Publications & Research Papers


Technical Skills

  • Programming Languages: C, C++, Java, Python, MPI (Parallel Processing in C), Slang (Goldman Sachs)
  • Software Platforms: Matlab, R, SQL, MS Excel, MS Access, EViews, Capital IQ, Bloomberg
  • Operating Systems: UNIX, Linux, Windows, MacOS

Other Information

  • Eagle Scout
  • Interests:
    • Marathons & Half-Marathons, Alpine Mountaineering, Offshore Sailing, Snowboarding / Skiing, Lacrosse, Speed Solving Rubik's Cubes

Marathons

  • Bank of America Chicago Marathon (10/9/2011)
  • Walt Disney World Marathon (1/8/2012)
  • Bank of America Chicago Marathon (10/7/2012)
  • Community Health Indianapolis Marathon (10/20/2012)
  • Walt Disney World Marathon (1/13/2013)
  • Atlantic City Marathon (10/13/2013)
    • PR - 3:22:49

 

Other Distances

  • Walt Disney World Goofy Challenge (1/7/2012 - 1/8/2012)
  • Shamrock Shuffle 8K (3/25/2012)
  • Ravenswood Run 5K (4/29/2012)
  • World's Largest Corn Maze 5K (10/13/2012)
    • 3rd Place in Men's 25-29 Age Division
  • Hot Chocolate Chicago 15K (11/4/2012)
  • Walt Disney World Goofy Challenge (1/12/2013 - 1/13/2013)
  • Soldier Field 10 Mile (5/25/2013)

Half Marathons

  • Rock 'n' Roll Chicago Half Marathon (8/1/2010)
  • Go! St. Louis Half Marathon (4/10/2011)
  • Magellan Chicago Spring Half Marathon (5/15/2011)
  • Chicago 13.1 Series Half Marathon (6/4/2011)
  • Rock 'n' Roll Chicago Half Marathon (8/14/2011)
  • Chicago Half Marathon (9/11/2011)
  • Chicago Monster Dash Half Marathon (10/29/2011)
  • Walt Disney World Half Marathon (1/7/2012)
  • Chi Town Half Marathon (4/1/2012)
  • Magellan Spring Half Marathon (5/12/2012)
  • Chicago 13.1 Series Half Marathon (6/9/2012)
  • Rock 'n' Roll Chicago Half Marathon (7/22/2012)
  • Chicago Half Marathon (9/9/2012)
  • Walt Disney World Half Marathon (1/12/2013)
  • Magellan Chicago Spring Half Marathon (5/19/2013)
  • Chicago 13.1 Series Half Marathon (6/8/2013)
    • PR - 1:33:39

Mountaineering and Other Adventures


Mount Kilimanjaro

19,341 ft (5,895 m)

Tanzania

Highest Mountain and Volcano in Africa

January 29, 2012


Mount Whitney

14,505 ft (4,421 m)

California, USA

Highest Mountain in the Contiguous United States

July 30, 2012


Mount Rainier

14,411 ft (4,392 m)

Washington, USA

Highest Volcano in the Contiguous United States

August 12, 2012


Aconcagua

22,841 ft (6,962 m)

Argentina

Highest Mountain in South America

January 2, 2013


Mt. Elbrus

18,510 ft (5,642 m)

Russia

Highest Mountain and Volcano in Europe

July 18, 2013


Half Dome

8,844 ft (2,695 m)

California, USA

Signature Landmark of Yosemite National Park

Planned (June 2014)


Grand Teton

13,775 ft (4,199 m)

Wyoming, USA

Highest Mountain in Grand Teton National Park

Planned (July 2014)